+6,646.7%
CB vs ROP
+13,438.2%
-6,791.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.6% | +1.7% | -0.8% |
| 7D | +0.5% | -4.4% | +4.9% | +1.9% |
| 30D | -3.1% | +3.2% | -6.3% | -4.1% |
| 3M | +9.0% | +23.1% | -14.1% | +2.2% |
| 6M | +2.9% | +13.3% | -10.5% | -1.4% |
| YTD | +10.1% | -7.9% | +18.0% | +11.8% |
| 1Y | +22.8% | -22.1% | +44.8% | +30.8% |
| 3Y | +73.8% | -16.8% | +90.6% | +80.6% |
| 5Y | +99.2% | -13.5% | +112.7% | +103.2% |
| 10Y | +218.2% | +137.7% | +80.5% | +143.5% |
| All | +6,646.7% | +13,438.2% | -6,791.5% | +2,826.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling